PierreNGM/RCBBarrierOptionPricing: Tools For Barrier Option Pricing
This R package was written in the context of a university project (Industry Lab) with the Raiffeisen Centro Bank. The package gives the tools to validate barrier option valuation/pricing models.
Getting started
Browse package contents
Package details |
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| Author | Pierre Giai-Miniet |
| Maintainer | Pierre Giai-Miniet <h1519124@wu.ac.at> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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